+2,330.7%
MULL vs PTC
-33.3%
+2,364.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.1% | -9.2% | -9.3% |
| 7D | +3.6% | -14.2% | +17.8% | +5.0% |
| 30D | +22.0% | -14.4% | +36.5% | +23.5% |
| 3M | -8.6% | -4.7% | -3.9% | -8.3% |
| 6M | +248.5% | -19.3% | +267.8% | +288.5% |
| YTD | +516.3% | -26.1% | +542.4% | +630.8% |
| 1Y | +2,036.6% | -37.1% | +2,073.7% | +2,970.8% |
| All | +2,330.7% | -33.3% | +2,364.0% | +2,122.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling